+31.4%
CL vs FN
-36.4%
+67.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.2% | +14.2% | -1.3% |
| 7D | +5.9% | -16.0% | +21.9% | +4.7% |
| 30D | +13.8% | -40.1% | +53.9% | +10.0% |
| 3M | +6.4% | -43.9% | +50.3% | +2.8% |
| 6M | +15.6% | -55.6% | +71.3% | +10.8% |
| YTD | +27.9% | -35.7% | +63.5% | +27.2% |
| 1Y | +31.4% | -39.8% | +71.2% | +30.5% |
| All | +31.4% | -36.4% | +67.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling